Job Description
• Build and maintain financial models for use of investment team (Investment return models, business simulation models, optimization models, risk management, and risk budgeting).
• "Take ownership" of creating and maintaining complex VBA/Excel simulation models , which incorporate many layers of regulatory and accounting rules together with asset, interest rate, and liability simulations.
• Evaluate asset class, and economic variables′ relationships and trends and implications for asset allocation strategies; research and maintain databases of economic and market index data, correlations volatilities and returns.
• Conduct customized analyses to address specific client issues.
• Interface with internal and external clients to present and explain our views.
Skills
• Financial modeling experience and excellent command of VBA/Excel. Ability and interest in translating modern portfolio theory, optimization and simulation techniques into Excel, will also work with PowerPoint, WORD and other software
• Knowledge of economics and financial theory: Modern portfolio theory, capital markets, international finance, accounting, fixed income duration dynamics and Private Equity.
• Familiarity with a range of asset classes and their role in the portfolio
• Knowledge of quantitative methods, applied financial mathematics, very robust statistics/probability theory skills, static and dynamic optimization techniques, econometrics and forecasting, time series, regression analysis and asset return simulation techniques
• Familiarity with corporate finance, and/or accounting also a plus
• Excellent problem solving , time and project management skills
• Excellent quantitative and research skills
• Understands the importance of making complex ideas user-friendly and understandable
• Self-starter who can work well independently, but must deliver as a team player, provide excellent service to internal/external clients, learn from and educate others